计量教授的评价 - 未名空间MITBBS历史存档

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计量教授的评价

计量教授的评价# Economics - 经济

h*s2003-10-09 07:10

1 楼

two guys are important in closing some gaps in literature
but do not change other economists' thought on economics
However, they changed some softwares
just two techniques or tricks
Anyway, I do not know econometrics so just copy prof's comment
Prof said that the following two econometricians deserve Nobel more!
Lars Hansen
Chris Sims
He also mentioned a guy Rao but I do not know him.

i*o2003-10-09 07:10

2 楼

Yeah, I think so. For GMM, distribution-free estimation
VAR for only one of his contributions.
I think he mean the same Rao as in Cramer-Rao low bound

【在 h*s 的大作中提到】

: two guys are important in closing some gaps in literature
: but do not change other economists' thought on economics
: However, they changed some softwares
: just two techniques or tricks
: Anyway, I do not know econometrics so just copy prof's comment
: Prof said that the following two econometricians deserve Nobel more!
: Lars Hansen
: Chris Sims
: He also mentioned a guy Rao but I do not know him.

h*s2003-10-09 07:10

3 楼

right
Prof said that Sargent's counter argument for Lucas critique
also deserve Nobel

【在 i*****o 的大作中提到】

:
: Yeah, I think so. For GMM, distribution-free estimation
: VAR for only one of his contributions.
: I think he mean the same Rao as in Cramer-Rao low bound